+46.9%
IR vs MTZ
+98.6%
-51.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.5% | -2.2% |
| 7D | +1.1% | +12.9% | -11.8% | -2.4% |
| 30D | +7.6% | -8.5% | +16.1% | +9.4% |
| 3M | +0.1% | -30.6% | +30.7% | +9.2% |
| 6M | +14.0% | -55.1% | +69.1% | +38.4% |
| YTD | +7.5% | -13.0% | +20.4% | +4.8% |
| 1Y | +10.1% | -4.3% | +14.4% | +4.0% |
| 3Y | +24.9% | +284.0% | -259.2% | -26.5% |
| 5Y | +46.9% | +97.7% | -50.8% | +1.2% |
| All | +46.9% | +98.6% | -51.7% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling